MAY THE CAUCHY TRANSFORM OF A NON-TRIVIAL FINITE MEASURE VANISH ON THE SUPPORT OF THE MEASURE ? XAVIER TOLSA AND JOAN VERDERA Abstract. Consider a finite complex Radon measure µ in the plane whose Cauchy transform vanishes µ-almost everywhere on the support of µ. It looks like, excluding some trivial cases, µ should be the zero measure. We show that this is the case if certain additional conditions hold. 1. Introduction Let µ be a finite complex Radon measure in the plane and let C(µ) = z1 ? µ be its Cauchy Transform. Being the convolution of the locally integrable function z1 with a finite measure, C(µ) is a locally integrable function (with respect to planar Lebesgue measure dA) and thus it is defined almost everywhere with respect to dA. Let S be the closed support of the measure µ. For z ∈ S, the value C(µ)(z) does not need to be defined µ-almost everywhere, because µ may be singular with respect to dA. We set Z dµ(w) Cε (µ)(z) = |z−w|>ε z − w and Z dµ(w) C(µ)(z) = lim Cε (µ)(z) = P.V. , ε→0 z−w whenever the principal value integral exists. Notice that for z ∈ / S the above limit exists dA-almost everywhere and coincides with the value of the locally integrable function C(µ). Melnikov and Volberg raised the following question. Assume that C(µ) exists and vanishes µ-almost everywhere on S. Does it then follow that µ = 0? A first remark is that the answer is obviously no for a point mass. On the other hand, this is the only example we know that provides a negative answer. A second remark is that if for any reason C(µ) turns out to be continuous everywhere and S is compact, then the answer is yes, just by the maximum principle. 1 This happens, for instance, if the Newtonian Potential |z| ? µ is continuous and S is compact; in particular, if µ = f dA with f a compactly supported function in ∈ Lp (C), p > 2. In this paper we provide two sufficient conditions that ensure that the answer to our problem is positive. In fact we strongly believe that the answer should be yes except for the case of atomic measures. Theorem 1. Let µ = f dA with f a complex valued function in L1 (dA) and assume that C(f dA) vanishes dA-almost everywhere on the support of f . Then f = 0 dAalmost everywhere. 2000 Mathematics Subject Classification: Primary 30E20. 1 2 XAVIER TOLSA AND JOAN VERDERA To state the next result we need to introduce some notation and recall some well-known facts. Given a positive Radon measure µ in the plane the total Menger curvature (see [Mel]) of µ is ZZZ 1 c2 (µ) = dµ(z)dµ(w)dµ(ζ), R(z, w, ζ)2 where R(z, w, ζ) is the radius of the disc through z, w and ζ (the inverse of R(z, w, ζ) is called the Menger curvature of the triple (z, w, ζ)). The one dimensional fractional maximal function of µ is defined by M1 µ(z) = sup r>0 µD(z, r) , r where D(z, r) is the open disc with center z and radius r. We will also use the standard Hardy-Littlewood maximal operator associated to area measure, namely µD(z, r) M2 µ(z) = sup πr2 r>0 and the Hardy-Littlewood maximal operator associated to a positive Radon measure µ Z 1 Mµ f (z) = sup |f (w)|dµ(w), f ∈ L1loc (µ), r>0 µ(D(z, r)) D(z,r) where z is in the support of µ. µ(D(x, r)) The upper one dimensional density of µ is θµ∗ (x) = lim supr→0 . r 2 ∗ It is a deep theorem of L´eger [L´e] that if c (µ) < ∞ and 0 < θµ (z) < ∞, µ-almost everywhere, then µ vanishes out of a rectifiable set, that is, out of a countable union of rectifiable curves. Using this, it was proved in [To1] that if c2 (µ) < ∞ and M1 µ(z) < ∞ µalmost everywhere, then the principal value integral C(µ)(z) exists µ-almost everywhere. To get readily a more complete and symmetric statement, set θµ (z) = µ(D(x, r)) limr→0 , whenever the limit exists. r We now obtain theR following: if µ is a finite positive Radon measure on C such that c2 (µ) < ∞ and (M1 µ)2 dµ < ∞, then θµ (z) and the principal value integral C(µ)(z) exist µ-almost everywhere. Indeed, let F = {z ∈ C : θµ∗ (z) > 0}. From the results in [L´e] it follows that F is rectifiable. Since M1 µ(x) < ∞, µ-a.e., there exists a non negative function f such that µ|F is absolutely continuous with respect to length measure on F and has density f . By the rectifiability of F and Lebesgue’s differentiation theorem, θµ (z) exists and coincides with f (z) at µ-almost all z ∈ F . On the other hand, for z 6∈ F we have θµ (z) = 0. The existence of C(µ) in the principal value sense µ almost everywhere follows now from the results in [MaMe] and [To1]. The surprising new relevant fact is that we can moreover obtain the following precise identity. Theorem 2. Assume that µ is a positive finite Radon measure with c2 (µ) < ∞ R and (M1 µ)2 dµ < ∞. Then we have Z 1 π2 2 2 θµ (z)2 dµ(z) + c2 (µ), (1) kC(µ)kL2 (µ) = lim kCε µkL2 (µ) = ε→0 3 6 VANISHING CAUCHY TRANSFORMS 3 where C(µ) is understood in the principal value sense. In particular, if C(µ) = 0 µ-almost everywhere, then µ = 0. Notice that the latter statement follows readily from the former, because if C(µ) vanishes µ-almost everywhere, then the total Menger curvature of µ is zero, which means that µ is supported on a straight line. Since the density θµ (z) also vanishes µ-almost everywhere and µ is absolutely continuous with respect to length on that line, µ must be the zero measure. Let us remark that the identity (1) has already been proved in [To4, Lemma 6] in the particular case where µ is the arc length measure on a finite collection of pairwise disjoint compact segments. For some recent results concerning principal values of Cauchy integrals, see [Ma1], [MaP], [To2] and [JP]. See also [Ma2, Section 6] for other related open problems and [To3] for another connected question. Section 1 contains the proof of Theorem 1 and section 2 the proof of Theorem 2. We use standard notations and terminology. In particular, the letter C will denote a constant that does not depend on the relevant parameters involved and that may vary from one occurrence to another. The notation A . B is equivalent to A ≤ CB. 2. Proof of Theorem 1 The next lemma is folklore. We include a proof for the reader’s convenience. Lemma 3. Let ν be a positive finite Radon measure. Then ¶ µ ¯n o¯ 1 kνk2 ¯ ¯ ? ν (w) > t ¯ ≤ C 2 , ¯ w∈C: |z| t where |E| denotes the area of the set E. ª © ¡1 ? ν)(w) > t . Then Proof. Set E = w ∈ C : |z| µ ¶ ¶ Z Z µ 1 1 1 1 |E| ≤ ? ν (w) dA(w) = ? χE dA (ζ) dν(ζ). |z| t |z| E t We now take R = |E|1/2 and write: µ ¶ Z Z 1 1 1 ? χE dA (ζ) = χE (z)dA(z) + χE (z)dA(z). |z| D(ζ,R) |ζ − z| C\D(ζ,R) |ζ − z| The first integral is estimated by 2πR and the second by |E| ≤ C |E| R = |E|1/2 . Hence 1 |E|1/2 kνk, t which proves the Lemma. Let µ be a complex finite Radon measure and set Z 1 1 1 dµ(w), F (z) = C(µ)(z) = π π z−w µD(z, ε) µ e(z) = lim , ε→0 πε2 and Z 1 dµ(w) Bµ(z) = − P.V. . π (z − w)2 ¤ 4 XAVIER TOLSA AND JOAN VERDERA Notice that the above expressions exist dA-almost everywhere. Indeed, µ e coincides dA-almost everywhere with the absolutely continuous part of µ (and thus vanishes if µ is singular with respect to dA) and B(µ) is the Beurling Transform of µ. We are interested in the differentiability properties of F . Recall that ∂F ∂F =µ and = Bµ, ∂z ∂z in the sense of distributions. Thus we set for w 6= z Q(w, z) = Qµ (w, z) = |F (w) − F (z) − Bµ(z)(w − z) − µ e(z)(w − z)| . |w − z| It is not true that F is differentiable at dA-almost all points z, but the following weaker substitute result is available (the method is inspired by [St, Chapter 8]). Lemma 4. For dA-almost all z ∈ C we have 1 lim sup t |{w ∈ D(z, ε) : Q(w, z) > t}|1/2 = 0. ε→0 ε t>0 Proof. Notice that the conclusion of the Lemma holds if µ is of the form ϕ dA, with ϕ a compactly supported infinitely differentiable function, or if µ is supported on a closed set of zero area. Therefore the set of measures for which the conclusion of the Lemma holds is dense in the space of all finite complex Radon measures endowed with the total variation norm. Consider the sub-linear operator 1 T µ(z) = sup sup t |{w ∈ D(z, ε) : Qµ (w, z) > t}|1/2 . ε>0 ε t>0 By the opening remark it is clearly enough to show that T satisfies the weak type inequality C |{z ∈ C : T µ(z) > t}| ≤ kµk, t which follows from (2) T µ(z) ≤ C {M2 µ(z) + B ∗ µ(z)}, z ∈ C, where B ∗ stands for the maximal Beurling transform, that is, B ∗ µ(z) = sup |Bε µ(z)| ε>0 and 1 Bε µ(z) = π Z |w−z|>ε dµ(w) . (z − w)2 To prove (2) take z = 0, w 6= 0 and set δ = |w|. Then |F (w) − F (0) − Bµ(0)w − µ e(0)w| ≤ |F (w) − F (0) − B2δ µ(0)w| + |w||B2δ µ(0) − Bµ(0)| + |w|M2 µ(0) ≤ |F (w) − F (0) − B2δ µ(0)w| + 2|w|B ∗ µ(0) + |w|M2 µ(0) and, since we can assume without loss of generality that µ is a positive measure, ¯ ¯ Z ¯ 1 1 1 ¯¯ ¯ |F (w) − F (0) − B2δ µ(0)w| ≤ + ¯ dµ(ζ) π |ζ|<2δ ¯ w − ζ ζ ¯ ¯ Z ¯ ¯ 1 ¯ 1 + 1 + w ¯ dµ(ζ) = I + II. + ¯ 2 π |ζ|>2δ w − ζ ζ ζ ¯ VANISHING CAUCHY TRANSFORMS 5 We first estimate the term II. Observe that if |ζ| > 2δ then ¯ ¯ ¯ 1 1 w ¯¯ |w|2 |w|2 ¯ + + ≤ 2 . ≤ ¯w − ζ ζ ζ 2 ¯ |w − ζ||ζ|2 |ζ|3 Thus Z π II ≤ 2 |ζ|>2δ |w|2 dµ(ζ) ≤ C|w|M2 µ(0), |ζ|3 where in the last inequality we use the standard idea of decomposing the domain of integration in annuli centered at 0 whose distance to 0 is of the order of δ 2n . The term I is π times the integral µ ¶ Z |w| 1 dµ dµ(ζ) = |w| ? χD(0,2δ) (w). |ζ| |ζ| |ζ|<2δ |w − ζ||ζ| Since δ = |w| we obtain using Lemma 3 ¯½ µ ¶ ¾¯1/2 ¯ 1 t ¯¯ dµ ¯ w ∈ D(0, ε) : ? χ (w) > t D(0,2δ) ¯ ¯ ε |ζ| |ζ| ¯½ µ ¶ ¾¯1/2 ¯ t ¯¯ 1 dµ ≤ ¯ w ∈ D(0, ε) : ? χD(0,2ε) (w) > t ¯¯ ε |ζ| |ζ| Z dµ(ζ) C ≤ CM2 µ(0), ≤ ε D(0, 2ε) |ζ| where in the last inequality we decompose again the domain of integration in annuli centered at 0 whose distance to 0 is of the order of ε 2−n . ¤ Proof of Theorem 1. Let S be the closed support of the function f and set E = {z ∈ S : F (z) = 0 and f (z) 6= 0}, so that we have to show that |E| = 0. We will prove that almost all points of E are not points of density of S. Take a point z ∈ E which is a Lebesgue point of f and at which the conclusion of Lemma 4 holds. Assume that z = 0 and consider the R-linear mapping L : C → C defined by L(w) = aw + bw, where a = Bµ(0), µ = f dA and b = f (0). Since b 6= 0 L is not identically 0. We distinguish two cases. Case 1 : the kernel of L is {0}. Then for some δ > 0 we have (3) |aw + bw| ≥ δ, |w| = 1. |w| Write, as in the proof of Lemma 4, F (z) = Q(w) = 1 π C(µ)(z), where µ = f dA, and |F (w) − aw − bw| , w 6= 0. |w| Take t = δ/2 (in fact, any other any positive number t less than δ would work) . Taking into account that F vanishes on S dA-almost everywhere and (3), we obtain t2 |{w ∈ D(0, ε) ∩ S : Q(w) > t}| t2 |{w ∈ D(0, ε) : Q(w) > t}| = 2 ε ε2 2 t |{w ∈ D(0, ε) \ S : Q(w) > t}| + ε2 2 t |D(0, ε) ∩ S| ≥ . ε2 6 XAVIER TOLSA AND JOAN VERDERA Thus Lemma 4 tells us that |D(0,ε)∩S| tends to 0 with ε, which means that 0 is not ε2 a point of density of S. Case 2 : the kernel of L is one dimensional. Assume without loss of generality that L(1) = 0. Then √ L(w) = aw − aw = a2i Im(w). Thus, on the cone K = {w ∈ C : |Im(w)| ≥ |w|/ 2}, we have the inequality |aw + bw| |Im(w)| √ = 2|a| ≥ 2|a| = δ > 0, |w| |w| where the last identity is a definition of δ. Take now any positive number t less than δ. As before we have t2 |{w ∈ D(0, ε) : Q(w) > t| t2 |D(0, ε) ∩ S ∩ K| ≥ ε2 ε2 and therefore by Lemma 4 lim ε→0 |D(0, ε) ∩ S ∩ K| = 0. ε2 On the other hand |D(0, ε) ∩ S \ K| |D(0, ε) \ K| 1 ≤ ≤ , 2 2 πε πε 2 and hence 0 is not a point of density of S. ¤ 3. Proof of Theorem 2 To prove Theorem 2 we will need some preliminary lemmas. The first one is the following well known estimate. Lemma 5. Let µ be a positive Radon measure on C, and z ∈ C. For 0 < r1 < r2 ≤ ∞, we have Z 1 C µ(D(z, R)) M1 µ(z) dµ(w) ≤ sup ≤C . 2 r1 r1 ≤R≤r2 R r1 r1 ≤|z−w|≤r2 |z − w| Next lemma is also easy. Lemma 6. Let µ be a positive Radon measure on C, and z ∈ C such that θµ (z) = 0. Then, Z 1 lim r dµ(w) = 0. r→0 |z − w|2 |z−w|≥r Proof. Let K > 1 be some big constant. For any r > 0, by the preceding lemma we have Z Z Z r r r dµ(w) = dµ(w) + dµ(w) 2 2 2 |z−w|≥r |z − w| r≤|z−w|≤Kr |z − w| |z−w|>Kr |z − w| . sup r≤R≤Kr As a consequence, Z lim sup r→0 |z−w|≥r µ(D(z, R)) 1 + M1 µ(z). R K 1 r dµ(w) . M1 µ(z). |z − w|2 K Since M1 µ(z) < ∞ and K is arbitrary, the lemma follows. ¤ VANISHING CAUCHY TRANSFORMS 7 The following version of Cotlar’s inequality has been proved in [Vo, Lemma 5.1] (to be precise, there are some little differences between [Vo, Lemma 5.1] and the following result; however the arguments are almost the same): Lemma 7. Let µ be a positive Radon measure on C. Then, at µ-a.e. z ∈ C we have sup |Cε µ(z)| ≤ C {Mµ (Cδ µ)(z) + M1 µ(z)}, ε≥δ where the constant C does not depend on δ. Notice that in this lemma one needs not to assume the L2 (µ) boundedness of the Cauchy integral operator. Recall the identity proved in [MeV]: ZZZ 1 2 (4) kCε µk2L2 (µ) = |z−w|>ε c(z, w, ζ) dµ(z)dµ(w)dµ(ζ) 6 |z−ζ|>ε |w−ζ|>ε ZZZ + 1 |z−w|≤ε |z−ζ|>ε |w−ζ|>ε (ζ − z)(ζ − w) dµ(z)dµ(w)dµ(ζ). R It is well known that the last integral in (4) is bounded above by C (M1 µ)2 dµ. Indeed, for z, w, ζ such that |z − w| ≤ ε, |z − ζ| > ε and |w − ζ| > ε we have |z − ζ| ≈ |w − ζ|, and so by Lemma 5, for any given z we get ZZ ZZ 1 1 dµ(w)dµ(ζ) . |z−w|≤ε dµ(w)dµ(ζ) |z−w|≤ε 2 |z−ζ|>ε |ζ − z| |ζ − w| |z−ζ|>ε |ζ − z| |w−ζ|>ε |w−ζ|>ε Z ≤ µ(D(z, ε)) |z−ζ|>ε 1 dµ(ζ) |ζ − z|2 M1 µ(z) . µ(D(z, ε)) (5) ≤ M1 µ(z)2 , ε and our claim follows. So by the assumptions in the theorem, it turns out that kCε µkL2 (µ) is bounded uniformly on ε > 0. As a consequence, by the preceding version of Cotlar’s inequality and monotone convergence, we have kC ∗ µkL2 (µ) < ∞, where C ∗ µ(z) = supε>0 |Cε µ(z)|. By dominated convergence this implies kCµkL2 (µ) = lim kCε µkL2 (µ) < ∞. ε→0 The identity (4) also tells us that ZZZ 1 1 lim kCε µk2L2 (µ) = c2 (µ) + lim dµ(z)dµ(w)dµ(ζ). |z−w|≤ε ε→0 ε→0 6 (ζ − z)(ζ − w) |z−ζ|>ε |w−ζ|>ε Therefore, in order to prove the theorem we only have to show that the triple 2 R integral on the right side above converges to π3 θµ (z)2 dµ. By the assumption R M1 µ2 dµ < ∞, (5), and dominated convergence, to prove this statement it suffices to show that at µ-a.e. z ∈ C we have ZZ 1 π2 (6) lim |z−w|≤ε dµ(w)dµ(ζ) = θµ (z)2 . ε→0 3 (ζ − z)(ζ − w) |z−ζ|>ε |w−ζ|>ε 8 XAVIER TOLSA AND JOAN VERDERA If θµ (z) = 0 this is easy: from (5) we get ZZ 1 M1 µ(z) dµ(w)dµ(ζ) . µ(D(z, ε)) , |z−w|≤ε |ζ − z| |ζ − w| ε |z−ζ|>ε |w−ζ|>ε which tends to 0 because M1 µ(z) < ∞. Suppose now that θµ (z) > 0. In this case z belongs to the rectifiable set F introduced above. We want to reduce the problem to the case where µ is supported on a Lipschitz graph. To this end, recall that there is aScountable family of Lipschitz graphs Γn and a set Z with µ(Z) = 0 such that F ⊂ n Γn ∪ Z. Let z be a density point of Γn (i.e. µ(D(z, r) \ Γn )/µ(D(z, r)) → 0 as r → 0). Let us see that ZZ 1 (7) lim |z−w|≤ε dµ(w)dµ(ζ) = 0. ε→0 (ζ − z)(ζ − w) |z−ζ|>ε |w−ζ|>ε w6∈Γn or ζ6∈Γn By estimates analogous to the ones in (5) it is straightforward to check that ZZ 1 dµ(w)dµ(ζ) = 0. (8) lim |z−w|≤ε ε→0 1/2 |ζ − z||ζ − w| |z−ζ|>ε |w−ζ|>ε So we may assume that |z − ζ| ≤ ε1/2 in the integral in (7). We consider first the case w 6∈ Γn : ZZ Z 1 1 dµ(w)dµ(ζ) . µ(D(z, ε) \ Γ ) dµ(ζ) n |z−w|≤ε |z − ζ|2 1/2 |ζ − z||ζ − w| |z−ζ|>ε ε<|z−ζ|≤ε |w−ζ|>ε w6∈Γn ≤ µ(D(z, ε) \ Γn ) ≤ M1 µ(z) µ(D(z, ε) \ Γn ) µ(D(z, ε)) = M1 µ(z) ε µ(D(z, ε)) ε µ(D(z, ε) \ Γn ) M1 µ(z)2 → 0 as ε → 0, µ(D(z, ε)) assuming M1 µ(z) < ∞. The case ζ 6∈ Γn is similar. The details are left to the reader. By (7), when proving (6) for z ∈ F , we may assume that µ is supported on a Lipschitz graph Γn . We show that (6) holds in this case in a separate lemma. Lemma 8. Let Γ be a Lipschitz graph and µ a Radon measure supported on it such 1 that µ = g dH|Γ and µ(Γ) < ∞. Then, ZZ (9) lim ε→0 1 |z−w|≤ε |z−ζ|>ε |w−ζ|>ε (ζ − z)(ζ − w) dµ(w)dµ(ζ) = π2 g(z)2 3 at µ-a.e. z ∈ Γ. 1 . Proof. First we consider the case where Γ coincides with the real line and µ = H|R The proof of (9) in this situation is basically contained in [To4, Lemma 7]. However, for completeness we will also show the detailed calculations here. We may assume VANISHING CAUCHY TRANSFORMS 9 that z = 0. By (8), showing that (9) holds is equivalent to proving that ZZ 1 π2 1 Iε := dy dz → as ε → 0, |y|≤ε z(z − y) 3 ε<|z|≤ε1/2 |y−z|>ε where dy and dz denote the usual integration with respect to Lebesgue measure in R. On the other hand, by symmetry it is easy to check that ZZ 1 1 Iε = 2 0<y≤ε dy dz. 1/2 z(z − y) ε<|z|≤ε |y−z|>ε Thus Z ε µZ ¶ 1 =2 dz dy. 0 −ε1/2 y+ε z(z − y) ¯ ¯ ¯ ¯ Since a primitive of 1/(z(z − y)) (with respect to z) is y1 log¯1 − yz ¯, it follows that ¸ Z ε· ¯ ¯ ¯ 2 y ¯¯ 1 y ¯¯ 1 y ¯¯ ¯ ¯ ¯ 1 Iε = 2 log¯1 + ¯ + log¯1 − 1/2 ¯ − log¯1 + 1/2 ¯ dy. y ε y y ε ε 0 Iε1 −ε 1 dz + z(z − y) Z ε1/2 If we split the integral into two parts and we change variables, we get Z 1 Z ε1/2 ¢ 1 1¡ 1 (10) Iε = 4 log |1 + t| dt + 2 log |1 − t| − log |1 + t| dt. t t 0 0 It is well known that Z 1 π2 1 log |1 + t| dt = . 12 0 t On the other hand, the last integral in (10) tends to 0 as ε → 0 because the function inside the integral is bounded in (0, 1/2]. Thus Iε1 → π 2 /3 as ε → 0, and so the 1 lemma holds for Γ = R and µ = H|R . Consider now the case of a general Lipschitz graph. Let A be a Lipschitz function such that Γ = {(s, A(s)) : s ∈ R}. Assume that z ∈ Γ is a Lebesgue point 1 of g with respect to H|Γ , that M1 µ(z) < ∞, that (s, A(s)) = z and that A is differentiable at s. Moreover, without loss of generality, we may suppose also that 0 s= A0 , since the term £ 0 and A(0) =¤A (0) = 0 and that 0 is a Lebesgue point of 1 1/ (ζ − z)(ζ − w) is invariant by translations and rotations of z, w, ζ. By (8), showing that (9) holds for this z is equivalent to proving that ZZ 1 π2 lim |w|≤ε dµ(w)dµ(ζ) = g(0)2 . ε→0 3 1/2 ζ(ζ − w) ε<|ζ|≤ε |w−ζ|>ε To prove this we will compare the integral above with ZZ 1 2 g(0) ds dt, |s|≤ε t(t − s) ε<|t|≤ε1/2 |s−t|>ε 1One needs a rotation in order to get A0 (0) = 0. However a little problem (easy to fix) may appear: when one rotates a Lipschitz graph one obtains the Lipschitz graph of another function if the rotation angle is small enough. To ensure that the rotation angle is small, if necessary one can assume that the Lipschitz constant of the graph is small, or even one can suppose that A0 is continuous and then argue locally, etc. 10 XAVIER TOLSA AND JOAN VERDERA where ds and dt denote the usual Lebesgue measure on R. The latter integral converges to π 2 /3, as shown above. Let us denote γ(s) = s + i A(s). We have ¯Z Z ¯ ¯ |w|≤ε ¯ ZZ 1 ε<|ζ|≤ε1/2 |w−ζ|>ε ¯Z Z ¯ ≤ ¯¯ |w|≤ε ζ(ζ − w) dµ(w)dµ(ζ) − g(0)2 ZZ 1 ε<|ζ|≤ε1/2 |w−ζ|>ε ζ(ζ − w) ¯Z Z ¯ + ¯¯ |w|≤ε dµ(w)dµ(ζ) − ζ(ζ − w) ¯Z Z ¯ + ¯¯ |w|≤ε |w|≤ε ε<|ζ|≤ε1/2 |w−ζ|>ε ζ(ζ − w) 1 dH|Γ (w)dµ(ζ) − ¯ ¯ 1 (w)dµ(ζ)¯¯ dH|Γ g(0)2 |w|≤ε ε<|ζ|≤ε1/2 |w−ζ|>ε ζ(ζ − w) ZZ g(0)2 ε<|ζ|≤ε1/2 ζ(ζ |w−ζ|>ε g(0) ZZ g(0) ε<|ζ|≤ε1/2 |w−ζ|>ε |s|≤ε ε<|t|≤ε1/2 |s−t|>ε ¯ ¯ 1 ds dt¯¯ t(t − s) − w) 1 1 dH|Γ (w)dH|Γ (ζ) − ¯ ¯ 1 1 dH|Γ (w)dH|Γ (ζ)¯¯ g(0)2 |γ(s)|≤ε ε<|γ(t)|≤ε1/2 γ(t)(γ(t) |γ(s)−γ(t)|>ε − γ(s)) ¯ ¯ ds dt¯¯ ¯ ¯ ¯ 1 1 ¯¯ ¯ ds dt − |γ(s)|≤ε ¯ t(t − s) ¯ ε<|γ(t)|≤ε1/2 γ(t)(γ(t) − γ(s)) ZZ + g(0)2 |γ(s)−γ(t)|>ε ¯Z Z ¯ 2¯ + g(0) ¯ |γ(s)|≤ε ε<|γ(t)|≤ε1/2 |γ(s)−γ(t)|>ε 1 ds dt − t(t − s) ZZ |s|≤ε ε<|t|≤ε1/2 |s−t|>ε ¯ ¯ 1 ds dt¯¯ t(t − s) =: D1 + . . . + D5 . We will show that each term D1 , . . . , D5 tends to 0 as ε → 0, and we will be done. Let us deal with D1 first: ZZ 1 1 |g(w) − g(0)| dH|Γ (w)dµ(ζ) D1 . |w|≤ε 2 1/2 |ζ| ε<|ζ|≤ε |w−ζ|>ε µ Z ≤ ε |ζ|>ε ¶µ Z ¶ 1 1 1 dµ(ζ) |g(w) − g(0)| dH|Γ (w) . |ζ|2 ε |w|<ε The first factor on the right side is bounded above by M1 µ(0), and the last factor tends to 0 because 0 is a Lebesgue point of g. Thus D1 → 0 as ε → 0. We now consider the term D2 . Using again the fact that 0 is a Lebesgue point of g, we get ZZ D2 . |w|≤ε ε<|ζ|≤ε1/2 |w−ζ|>ε g(0) 1 1 |g(ζ) − g(0)| dH|Γ (w)dH|Γ (ζ) |ζ|2 Z . εg(0) ε<|ζ|≤ε1/2 . εg(0) 1 ε sup 0<r<ε1/2 |g(ζ) − g(0)| 1 dH|Γ (ζ) |ζ|2 Z 1 1 |g(ζ) − g(0)| dH|Γ (ζ) → 0 r |ζ|≤r as ε → 0, 1 where we applied Lemma 5 to measure |g(ζ) − g(0)| dH|Γ (ζ) in the last inequality. VANISHING CAUCHY TRANSFORMS 11 Let us turn our attention to D3 . We have ZZ ¯ 1 ¯¯ (11) D3 . g(0)2 |γ(s)|≤ε (1 + A0 (s)2 )1/2 (1 + A0 (t)2 )1/2 − 1¯ ds dt. 2 γ(t) ε<|γ(t)|≤ε1/2 |γ(s)−γ(t)|>ε Since A0 is bounded, we get ¯ ¯ ¯(1 + A0 (s)2 )1/2 (1 + A0 (t)2 )1/2 − 1¯ ¯ ¯ ¯ ¯ ≤ ¯(1 + A0 (s)2 )1/2 − 1¯ (1 + A0 (t)2 )1/2 + ¯(1 + A0 (t)2 )1/2 − 1¯ . |A0 (s)| + |A0 (t)|. We wish to replace the conditions on w = γ(s) and ζ = γ(t) in the domain of integration of D3 by similar conditions on s and t. To this end, notice that w = s (1 + o(1)) and ζ = t (1 + o(1)) as ε → 0 since A0 (0) = 0 and |s| ≤ ε, |t| ≤ ε1/2 . As a consequence, ¯ ¯ ¯|w − ζ| − |s − t|¯ ≤ |w − s| + |ζ − t| ≤ (|w| + |ζ|)o(1) ≤ 2|ζ|o(1) . |w − ζ|o(1) and so |w − ζ| = |s − t| (1 + o(1)). Therefore, for ε small enough we have ZZ 1 2 D3 . g(0) (|A0 (s)| + |A0 (t)|) ds dt |s|≤2ε 2 t ε/2<|t|≤2ε1/2 g(0) . ε 2 g(0) ε 2 . Z |s−t|>ε/2 Z 0 |A (s)| ds + εg(0) 2 ε/2<|t|≤2ε1/2 |s|≤2ε Z |A0 (s)| ds + g(0)2 sup 0<r≤2ε1/2 |s|≤2ε 1 r Z |A0 (t)| dt t2 |A0 (t)| dt. |t|≤r Since A0 (0) = 0 and 0 is a Lebesgue point of A0 , we deduce that D3 → 0 as ε → 0. Let us consider D4 . For s, t and w = γ(s), ζ = γ(t) as in the integral in D4 we have ¯ ¯ ¯ ¯ ¯ ¯ ¯ ¯ ¯ 1 ¯¯ ¯¯ 1 1 ¯¯ 1 1 1 ¯+¯ ¯ − ≤ − − ¯ ζ(ζ − w) t(t − s) ¯ ¯ ζ(ζ − w) t(ζ − w) ¯ ¯ t(ζ − w) t(t − s) ¯ |ζ − t| + |w − s| o(1) |ζ − t| + . . ≤ |ζ − w| |ζ| |t| |t| |ζ − w| |t − s| |t|2 Thus, ZZ D4 . g(0)2 |s|≤2ε ε/2<|t|≤2ε1/2 |s−t|>ε/2 o(1) ds dt . g(0)2 o(1). t2 So D4 also tends to 0 when ε → 0. Finally we estimate D5 . Let S be the symmetric difference between {(s, t) ∈ R2 : |w| < ε, ε < |ζ| ≤ ε1/2 , |w − ζ| > ε} and {(s, t) ∈ R2 : |s| < ε, ε < |t| ≤ ε1/2 , |s − t| > ε}. 12 XAVIER TOLSA AND JOAN VERDERA RR We have D5 . g(0)2 S t12 ds dt. We split the integral as follows: ZZ ZZ ZZ 1 ··· ds dt ≤ |s|≤2ε {|w|≤ε}4{|s|≤ε} · · · + 2 S t {|ζ|>ε}4{|t|>ε} ε/2<|t|≤2ε1/2 |s−t|>ε/2 |s−t|>ε/2 ZZ + ZZ ··· |s|≤2ε |t|>ε/2 {|ζ|≤ε1/2 }4{|t|≤ε1/2 } |s−t|>ε/2 + ··· |s|≤2ε |t|>ε/2 {|s−t|>ε}4{|w−ζ|>ε} = I1 + · · · + I4 . Let us deal with I1 : ³ ´Z I1 . H1 {s : |γ(s)| ≤ ε}4{s : |s| ≤ ε} |t|>ε/2 1 dt t2 ³ ´ 1 ≈ H1 {s : |γ(s)| ≤ ε}4{s : |s| ≤ ε} . ε Since |s − γ(s)| = |s|o(1) ≤ ε o(1), we have ³ ´ H1 {s : |γ(s)| ≤ ε}4{s : |s| ≤ ε} ≤ ε o(1), and I1 → 0 as ε → 0. Consider now I2 : Z I2 . ε {|ζ|>ε}4{|t|>ε} 1 dt. t2 Since |ζ| = |γ(t)| = |t|(1 + o(1)), we have ¡ ¢ ¡ ¢ {t : |γ(t)| > ε}4{t : |t| > ε} ⊂ B 0, ε(1 + o(1)) \ B 0, ε(1 − o(1)) =: A(ε). In the annulus A(ε) we have |t| ≈ ε. Moreover H1 (R ∩ A(ε)) ≈ ε o(1). So we infer that I2 . o(1). The estimates for the integrals I3 and I4 are analogous. ¤ ACKNOWLEDGEMENT. 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